Is this actually a potential threat?

I downloaded a couple of firewall leak tests, and CIS 5.8 detected it as malware. If I allow these ‘threats’, is it actually harmful to the computer or is it just unwanted?
One example of the test is named LeakTest from
GRC | LeakTest -- Firewall Leakage Tester  ’.

Hi JanAchik,

Such applications are designed for testing purposes only, but due to their nature, such tools can be used to gather intel for non-legitimate actions, therefore they’re flagged as “Application” or “Unsafe applications”. If someone intentionally uses this kind of tools, there is always the option to add them to exclusion list so they won’t be detected anymore.

Please also check

Thanks and regards,